+1,295.7%
ENTG vs VYM
+488.1%
+807.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.0% |
| 7D | +1.2% | -0.8% | +2.0% | +2.5% |
| 30D | -12.9% | -2.2% | -10.6% | -9.5% |
| 3M | -3.1% | +3.1% | -6.1% | -7.6% |
| 6M | +21.0% | +9.7% | +11.3% | +5.1% |
| YTD | +67.0% | +14.9% | +52.1% | +35.6% |
| 1Y | +68.6% | +17.6% | +51.1% | +33.3% |
| 3Y | +48.6% | +65.3% | -16.7% | -28.8% |
| 5Y | +18.6% | +78.7% | -60.1% | -47.3% |
| 10Y | +794.8% | +208.2% | +586.6% | +59.9% |
| All | +1,295.7% | +488.1% | +807.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling